I used vinyl for the skirt, tank top and gauntlet.
Top: I bought a simple tank top in the right size and style from Goodwill, and cut it apart at the seams to create a two-piece pattern. I then modified it a bit to get the right necklines and crop-length, and traced out the pattern on the back of the vinyl, leaving a small seam allowance, then I just hand stitched it together.
Skirt: I bought a cheerleading skirt in my size from Goodwill, since that was vaguely the shape I needed, and used it as a rough guide for the shape of the skirt, and made four panels out of the vinyl (front, back, and two sides--the two sides are slightly smaller). (Once I'd done this, I had to trim them to get the right shape and length, since they overlapped too much.) I also cut a vinyl strip as the waistline, and then attached each of the panels to it (they are not sewn together at all).
Gauntlets: I bought a foam sheet from a craft store. First I used construction paper to create a pattern for the gauntlets (make it slightly bigger than you need, to compensate for the thickness of the foam), then I cut used the pattern to cut out two gauntlet shapes from the foam. (This is basically a cone shape, but try it out on your arm to make sure it covers properly.) Then I used the foam as a guide and cut out the vinyl pieces, leaving the sides longer so that they would fold over the foam edges. Then I hot glued the vinyl to the foam, and hot glued velcro strips in place for holding the gauntlets closed.
Leggings--I couldn't find white cotton tight-fitting leggings, and tights were too see-through, so I settled for some thin, kinda stretchy pants I found on clearance. They were beige, and I used Rit dye to get them red. The boots I got from my mom, they were hers from back in the 60s or so.
The hair: I used a red spiking gel (used for making mohawks, etc.) to get my hair red, and then I sectioned off my hair, putting a clear elastic band at the base of each section. Then for each section I twisted the hair until it began to collapse upon itself, then wrapped the hair around itself firmly so that it stood upright, then fastened it off at the base with another elastic band. *Note, the problem I encountered here is that when the gel dries, it gets very sticky and stiff and hard to work with, so I kept wetting my hair at intervals to keep it manageable. But it does help the finished product stay put. For the eye makeup, I just used red blush, and also used the same stuff a little on my cheeks and around my hair line, a bit. I used gold glittery gel makeup for the shimmering scale pattern on Sikozu's skin, though you can't really see it in the picture.